+6.2%
DT vs BWA
+72.9%
-66.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.9% |
| 7D | -4.9% | +4.3% | -9.1% | -5.3% |
| 30D | +2.7% | -2.9% | +5.6% | +3.0% |
| 3M | +20.0% | -12.4% | +32.4% | +21.5% |
| 6M | +28.0% | +28.6% | -0.5% | +21.9% |
| YTD | +16.0% | +48.2% | -32.2% | +5.6% |
| 1Y | +0.7% | +50.9% | -50.2% | -8.9% |
| 3Y | +6.2% | +72.2% | -66.0% | -11.1% |
| All | +6.2% | +72.9% | -66.7% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling